S&P BSE Low Volatility Index Funds & ETFs — Key Metrics
Compare all passive mutual funds and ETFs tracking S&P BSE Low Volatility by live tracking error, direct expense ratio (TER), and AUM.
S&P BSE Low Volatility Category Summary & Statistics
Active Index Funds / ETFs
3
Tracking S&P BSE Low Volatility
Category Avg. Expense Ratio
0.52%
Avg Direct Plan TER
Lowest Expense Ratio
0.46%
Motilal Oswal BSE Low Volatility Index Fund
Highest AUM
₹479.19 Cr
UTI BSE Low Volatility Index Fund
Lowest Tracking Error
0.0800%
UTI BSE Low Volatility Index Fund
S&P BSE Low Volatility — Key Insights & Category Highlights
- Lowest Tracking Error: UTI BSE Low Volatility Index Fund leads with 0.08% annualized tracking error (category average is 0.12%).
- Lowest Cost Leader: Motilal Oswal BSE Low Volatility Index Fund charges the lowest direct expense ratio (TER) at 0.46% vs category average of 0.52%.
- Category Scale: ₹630 Cr combined AUM across 3 schemes (2 Index Funds, 1 ETFs), led by UTI BSE Low Volatility Index Fund (₹479 Cr).
- Expense Ratio Spread: Direct TER ranges from 0.46% to 0.60% (a 0.14% annual fee gap that compounds into tracking difference).
- Tracking Error Variance: Replication error varies from 0.08% to 0.15%. Compare multi-year consistency on the historical chart below.
- Execution Note: For ETFs tracking S&P BSE Low Volatility, always check live iNAV and exchange bid-ask spreads in addition to AMC factsheet tracking error.
S&P BSE Low Volatility Historical Tracking Error & TER Comparison Chart
Fetching historical time-series for S&P BSE Low Volatility...
S&P BSE Low Volatility — Fund Directory & Metrics Breakdown
UTI BSE Low Volatility Index Fund | Mutual Fund | Low | 0.0800% | 0.50% | ₹479.19 Cr | 2026-07-31 |
Motilal Oswal BSE Low Volatility ETF | ETF | Very High | 0.1300% | 0.60% | ₹78.76 Cr | 2026-07-31 |
Motilal Oswal BSE Low Volatility Index Fund | Mutual Fund | Very High | 0.1500% | 0.46% | ₹71.92 Cr | 2026-07-31 |
Peer Equity Benchmark Indices
All Passive FundsEquity BenchmarksS&P BSE Low Volatility
Evaluation Methodology: Tracking Error, Expense Ratio & Debt Metrics
Calculated as the annualized standard deviation of daily excess returns: TE = √250 × σ(R_fund − R_index). Lower tracking error signifies tighter replication discipline and minimal cash drag.
A lower TER directly mitigates return drag over compounding horizons. Higher AUM funds generally feature tighter bid-ask spreads on exchange order books and robust secondary market liquidity.
Yield to Maturity (YTM) indicates gross portfolio yield if securities are held to maturity. Modified duration gauges sensitivity to RBI repo rate changes—shorter duration reduces capital volatility.
Data Sourcing & Update Schedule: All scheme metrics are sourced directly from AMC Factsheets and updated once a month based on the availability and release schedules of factsheets from various AMCs.
Missing Data: Metrics where — is displayed indicate data missing in the AMC's factsheet or that the factsheet itself has not yet been published for the recent month.